Report NEP-RMG-2012-12-22

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.

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Other reports in NEP-RMG

The following items were announced in this report:

• Matros, Philipp & Vilsmeier, Johannes, 2012, "Measuring option implied degree of distress in the US financial sector using the entropy principle," Discussion Papers, Deutsche Bundesbank, number 30/2012.
• Sara Cecchetti & Giovanna Nappo, 2012, "A dynamic default dependence model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Massimo Libertucci & Francesco Piersante, 2012, "Start-up banks� default and the role of capital," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 890, Nov.
• Wolff, Christian & Lehnert, Thorsten & Jin, Xisong & Bekkour, Lamia & Rasmouki, Fanou, 2012, "Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9229, Nov.
• Goetz von Peter & Sebastian von Dahlen & Sweta C Saxena, 2012, "Unmitigated disasters? New evidence on the macroeconomic cost of natural catastrophes," BIS Working Papers, Bank for International Settlements, number 394, Dec.
• Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2012, "How does deposit insurance affect bank risk ? evidence from the recent crisis," Policy Research Working Paper Series, The World Bank, number 6289, Dec.
• Köhler, Matthias, 2012, "Which banks are more risky? The impact of loan growth and business model on bank risk-taking," Discussion Papers, Deutsche Bundesbank, number 33/2012.